You anti-firewall dummies want a good reason for an personal firewall that runs on your computer instead of at your gateway? Here's a perfect example:
Any email client I use, I configure the allowed access in my firewall. It can only retrieve mail. It cannot do anything else, not even port 80 (http). Why is this important? Well, have you ever gotten a piece of spam that had pictures in it? The moment you see those pictures, you have likely confirmed with the spammer that your address is not only live, but you read the messages. That's right, lots of spam will use IMG tags in HTML that don't just point to an image, they point to something like: spamhause.com/images/hotteens.cgi?recipient=loserboy@wushu.com. The CGI script then returns the data stream to the picture, but just by seeing the picture in your preview pane, you've inadvertently sent a message to the spammer saying HI! SPAM ME! SELL MY ADDRESS AS LIVING!.